+461.9%
GE vs PDD
+199.6%
+262.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | +5.4% | -1.0% | +6.3% | +5.4% |
| 30D | +9.6% | -2.4% | +12.0% | +9.8% |
| 3M | -7.7% | -14.6% | +6.9% | -6.9% |
| 6M | +14.0% | -19.6% | +33.7% | +15.4% |
| YTD | +10.2% | -30.0% | +40.1% | +12.4% |
| 1Y | +8.9% | -42.5% | +51.4% | +12.3% |
| 3Y | +273.7% | -27.2% | +300.8% | +274.4% |
| 5Y | +410.2% | -8.2% | +418.4% | +383.9% |
| All | +461.9% | +199.6% | +262.3% | +377.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling